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INTRODUCTION
1.1 Motivation
1.2 Background
1.2.1 Problem Speciﬁcation and Geometry Preparation
1.2.2 Selection of Governing Equations and Boundary Con-
1.2.3 Selection of Gridding Strategy and Numerical Method
1.2.4 Assessment and Interpretation of Results
1.3 Overview
1.4 Notation
CONSERVATION LAWS AND
2.1 Conservation Laws
2.2 The Navier-Stokes and Euler Equations
2.3 The Linear Convection Equation
2.3.1 Diﬀerential Form
2.3.2 Solution in Wave Space
2.4 The Diﬀusion Equation
2.4.1 Diﬀerential Form
2.4.2 Solution in Wave Space
2.5 Linear Hyperbolic Systems
2.6 Problems
3.1 Meshes and Finite-Diﬀerence Notation
3.2 Space Derivative Approximations
3.3 Finite-Diﬀerence Operators
3.3.1 Point Diﬀerence Operators
3.3.2 Matrix Diﬀerence Operators
3.3.3 Periodic Matrices
3.3.4 Circulant Matrices
3.4. CONSTRUCTING DIFFERENCING SCHEMES OF ANY ORDER 31
3.4 Constructing Diﬀerencing Schemes of Any Or-
3.4.1 Taylor Tables
3.4.2 Generalization of Diﬀerence Formulas
3.4.3 Lagrange and Hermite Interpolation Polynomials
3.4.4 Practical Application of Pad´e Formulas
3.4.5 Other Higher-Order Schemes
3.5 Fourier Error Analysis
using Fourier error analysis
3.5.1 Application to a Spatial Operator
3.6 Diﬀerence Operators at Boundaries
3.6.1 The Linear Convection Equation
3.6.2 The Diﬀusion Equation
3.7 Problems
4.1 Reduction of PDE’s to ODE’s
4.1.1 The Model ODE’s
4.1.2 The Generic Matrix Form
4.2 Exact Solutions of Linear ODE’s
4.2.1 Eigensystems of Semi-Discrete Linear Forms
4.2.2 Single ODE’s of First- and Second-Order
4.2.3 Coupled First-Order ODE’s
4.2.4 General Solution of Coupled ODE’s with Complete Eigen-
4.3 Real Space and Eigenspace
4.3.1 Deﬁnition
4.3.2 Eigenvalue Spectrums for Model ODE’s
4.3.3 Eigenvectors of the Model Equations
4.3.4 Solutions of the Model ODE’s
4.4 The Representative Equation
4.5 Problems
FINITE-VOLUME METHODS
5.1 Basic Concepts
5.2. MODEL EQUATIONS IN INTEGRAL FORM 73
5.2 Model Equations in Integral Form
5.2.1 The Linear Convection Equation
5.2.2 The Diﬀusion Equation
5.3 One-Dimensional Examples
5.3.1 A Second-Order Approximation to the Convection Equa-
5.3.2 A Fourth-Order Approximation to the Convection Equa-
5.3.3 A Second-Order Approximation to the Diﬀusion Equa-
5.4 A Two-Dimensional Example
5.5 Problems
6.1 Notation
6.2. CONVERTING TIME-MARCHING METHODS TO O∆E’S 87
6.2 Converting Time-Marching Methods to O∆E’s
6.3 Solution of Linear O∆E’s With Constant Co-
6.3.1 First- and Second-Order Diﬀerence Equations
6.3.2 Special Cases of Coupled First-Order Equations
6.4. SOLUTION OF THE REPRESENTATIVE O∆E’S 91
6.4 Solution of the Representative O∆E’s
6.4.1 The Operational Form and its Solution
6.4.2 Examples of Solutions to Time-Marching O∆E’s
6.5 The λ−σ Relation
6.5.1 Establishing the Relation
6.5.2 The Principal σ-Root
6.5.3 Spurious σ-Roots
6.5.4 One-Root Time-Marching Methods
6.6. ACCURACY MEASURES OF TIME-MARCHING METHODS 97
6.6 Accuracy Measures of Time-Marching Meth-
6.6.1 Local and Global Error Measures
6.6.2 Local Accuracy of the Transient Solution (erλ,|σ|,erω)
6.6.3 Local Accuracy of the Particular Solution (erµ)
6.6.4 Time Accuracy For Nonlinear Applications
6.6.5 Global Accuracy
6.7 Linear Multistep Methods
6.7.1 The General Formulation
6.7.2 Examples
6.7.3 Two-Step Linear Multistep Methods
6.8 Predictor-Corrector Methods
6.9 Runge-Kutta Methods
6.10 Implementation of Implicit Methods
6.10.1 Application to Systems of Equations
6.10.2 Application to Nonlinear Equations
6.10.3 Local Linearization for Scalar Equations
6.10.4 Local Linearization for Coupled Sets of Nonlinear Equa-
6.11 Problems
7.1 Dependence on the Eigensystem
7.2 Inherent Stability of ODE’s
7.2.1 The Criterion
7.2.2 Complete Eigensystems
7.2.3 Defective Eigensystems
7.3 Numerical Stability of O∆E ’s
7.3.1 The Criterion
7.4. TIME-SPACE STABILITY AND CONVERGENCE OF O∆E’S 125
7.3.2 Complete Eigensystems
7.3.3 Defective Eigensystems
7.4 Time-Space Stability and Convergenceof O∆E’s
7.5 Numerical Stability Concepts in the Complex
7.5.1 σ-Root Traces Relative to the Unit Circle
7.5.2 Stability for Small ∆t
7.6. NUMERICAL STABILITY CONCEPTS IN THE COMPLEX λH PLANE135
7.6 Numerical Stability Concepts in the Complex
7.6.1 Stability for Large h
7.6.2 Unconditional Stability, A-Stable Methods
7.6.3 Stability Contours in the Complex λh Plane
7.7 Fourier Stability Analysis
7.7.1 The Basic Procedure
7.7.2 Some Examples
7.7.3 Relation to Circulant Matrices
7.8 Consistency
7.9 Problems
8.1 Stiﬀness Deﬁnition for ODE’s
8.1.1 Relation to λ-Eigenvalues
8.1.2 Driving and Parasitic Eigenvalues
8.1.3 Stiﬀness Classiﬁcations
8.2 Relation of Stiﬀness to Space Mesh Size
8.3. PRACTICAL CONSIDERATIONS FOR COMPARING METHODS 153
8.3 Practical Considerations for Comparing Meth-
8.4 Comparing the Eﬃciency of Explicit Methods
8.4.1 Imposed Constraints
8.4.2 An Example Involving Diﬀusion
8.4.3 An Example Involving Periodic Convection
8.5 Coping With Stiﬀness
8.5.1 Explicit Methods
RELAXATION METHODS
9.1 Formulation of the Model Problem
9.1.1 Preconditioning the Basic Matrix
9.1.2 The Model Equations
9.2 Classical Relaxation
9.2.1 The Delta Form of an Iterative Scheme
9.2.2 The Converged Solution, the Residual, and the Error
9.2.3 The Classical Methods
9.3 The ODE Approach to Classical Relaxation
9.3.1 The Ordinary Diﬀerential Equation Formulation
9.3.2 ODE Form of the Classical Methods
9.4. EIGENSYSTEMS OF THE CLASSICAL METHODS 173
9.4 Eigensystems of the Classical Methods
9.4.1 The Point-Jacobi System
9.4.3 The SOR System
9.5 Nonstationary Processes
9.6 Problems
10.1 Motivation
10.1.1 Eigenvector and Eigenvalue Identiﬁcation with Space
10.1.2 Properties of the Iterative Method
10.2 The Basic Process
10.3 A Two-Grid Process
11.2 The Modiﬁed Partial Diﬀerential Equation
11.3 The Lax-Wendroﬀ Method
11.4 Upwind Schemes
11.4.1 Flux-Vector Splitting
11.4.2 Flux-Diﬀerence Splitting
11.5 Artiﬁcial Dissipation
11.6 Problems
SPLIT AND FACTORED FORMS
12.1 The Concept
12.2 Factoring Physical Representations — Time
12.3 Factoring Space Matrix Operators in 2–D
12.3.1 Mesh Indexing Convention
12.3.2 Data Bases and Space Vectors
12.3.3 Data Base Permutations
12.3.4 Space Splitting and Factoring
12.4 Second-Order Factored Implicit Methods
12.5 Importance of Factored Forms in 2 and 3 Di-
12.6 The Delta Form
12.7 Problems
13.1 The Representative Equation for Circulant
13.2 Example Analysis of Circulant Systems
13.2.1 Stability Comparisons of Time-Split Methods
13.2.2 Analysis of a Second-Order Time-Split Method
13.3 The Representative Equation for Space-Split
13.4 Example Analysis of 2-D Model Equations
13.4.1 The Unfactored Implicit Euler Method
13.4.2 The Factored Nondelta Form of the Implicit Euler
13.4.3 The Factored Delta Form of the Implicit Euler Method
13.4.4 The Factored Delta Form of the Trapezoidal Method
13.5. EXAMPLE ANALYSIS OF THE 3-D MODEL EQUATION 245
13.5 Example Analysis of the 3-D Model Equation
13.6 Problems
A.4 Eigensystems
A.5 Vector and Matrix Norms
B.1 Standard Eigensystemfor Simple Tridiagonals
B.2 Generalized Eigensystem for Simple Tridiag-
B.3 The Inverse of a Simple Tridiagonal
B.4 Eigensystems of Circulant Matrices
B.4.1 Standard Tridiagonals
B.4.2 General Circulant Systems
B.5 Special Cases Found From Symmetries
B.6. SPECIAL CASES INVOLVING BOUNDARY CONDITIONS 263
B.6 Special Cases Involving Boundary Conditions
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Lomax, Pulliam. Fundamentals of Computational Fluid Dynamics(276s)

# Lomax, Pulliam. Fundamentals of Computational Fluid Dynamics(276s)

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